-79.4%
BHR vs VT
+224.4%
-303.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | -0.7% |
| 7D | +2.5% | -0.7% | +3.2% | +3.6% |
| 30D | +33.1% | -1.7% | +34.8% | +36.6% |
| 3M | -17.9% | -2.3% | -15.6% | -15.4% |
| 6M | -35.5% | +1.5% | -37.1% | -38.8% |
| YTD | -42.5% | +12.0% | -54.6% | -54.3% |
| 1Y | -40.5% | +12.9% | -53.3% | -53.3% |
| 3Y | -6.0% | +74.9% | -80.9% | -65.7% |
| 5Y | -60.7% | +59.9% | -120.6% | -82.6% |
| 10Y | -79.4% | +224.6% | -304.1% | -96.7% |
| All | -79.4% | +224.4% | -303.8% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling